There is much less need to do this on Unix than on Windows.
On Windows, most programs tend to "lock" (actually deny sharing) the files they open, so they cannot be read/written/deleted by another program.
On Unix, most of the time this does not happen. File locking on Unix is mostly advisory, and will only block other locking attempts, not normal read/write/delete operations. You can even remove the current directory of a process.
About the only situation this comes up in normal usage in Unix is when trying to umount a filesystem (any reference at all to the mounted filesystem can block the umount).